ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 120-120 119-125 -0-315 -0.8% 119-160
High 120-230 120-000 -0-230 -0.6% 120-155
Low 119-045 119-105 0-060 0.2% 118-285
Close 119-075 119-260 0-185 0.5% 120-140
Range 1-185 0-215 -0-290 -57.4% 1-190
ATR 1-007 1-002 -0-006 -1.8% 0-000
Volume 1,305,638 987,146 -318,492 -24.4% 1,934,961
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 121-233 121-142 120-058
R3 121-018 120-247 119-319
R2 120-123 120-123 119-299
R1 120-032 120-032 119-280 120-078
PP 119-228 119-228 119-228 119-251
S1 119-137 119-137 119-240 119-182
S2 119-013 119-013 119-221
S3 118-118 118-242 119-201
S4 117-223 118-027 119-142
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 124-230 124-055 121-100
R3 123-040 122-185 120-280
R2 121-170 121-170 120-234
R1 120-315 120-315 120-187 121-082
PP 119-300 119-300 119-300 120-024
S1 119-125 119-125 120-093 119-212
S2 118-110 118-110 120-046
S3 116-240 117-255 120-000
S4 115-050 116-065 119-180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-230 119-045 1-185 1.3% 0-277 0.7% 43% False False 803,105
10 120-230 118-285 1-265 1.5% 0-308 0.8% 50% False False 608,279
20 121-080 118-170 2-230 2.3% 1-005 0.8% 47% False False 760,702
40 126-110 118-170 7-260 6.5% 1-010 0.9% 16% False False 639,772
60 127-080 118-170 8-230 7.3% 0-292 0.8% 15% False False 428,473
80 127-080 118-170 8-230 7.3% 0-256 0.7% 15% False False 321,399
100 127-080 118-170 8-230 7.3% 0-214 0.6% 15% False False 257,123
120 127-080 118-170 8-230 7.3% 0-180 0.5% 15% False False 214,269
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-064
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-274
2.618 121-243
1.618 121-028
1.000 120-215
0.618 120-133
HIGH 120-000
0.618 119-238
0.500 119-212
0.382 119-187
LOW 119-105
0.618 118-292
1.000 118-210
1.618 118-077
2.618 117-182
4.250 116-151
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 119-244 119-298
PP 119-228 119-285
S1 119-212 119-272

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These figures are updated between 7pm and 10pm EST after a trading day.

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